+2,658.0%
NDAQ vs AME
+4,996.1%
-2,338.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | 0.0% | +1.1% | -1.1% | -0.8% |
| 30D | +16.3% | -4.1% | +20.4% | +18.3% |
| 3M | +15.8% | -6.3% | +22.2% | +19.0% |
| 6M | +24.8% | +3.5% | +21.3% | +20.0% |
| YTD | +14.1% | +17.3% | -3.2% | +0.9% |
| 1Y | +26.5% | +22.0% | +4.5% | +9.2% |
| 3Y | +119.1% | +62.0% | +57.1% | +55.7% |
| 5Y | +70.9% | +78.5% | -7.5% | +13.4% |
| 10Y | +479.7% | +441.6% | +38.1% | +83.5% |
| All | +2,658.0% | +4,996.1% | -2,338.2% | +263.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling